+53.3%
FLNC vs HBM
+123.0%
-69.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.2% |
| 7D | -4.9% | -6.4% | +1.5% | -0.1% |
| 30D | -27.3% | +5.9% | -33.2% | -31.2% |
| 3M | -61.9% | -8.9% | -53.0% | -59.5% |
| 6M | -34.5% | +10.7% | -45.2% | -39.7% |
| YTD | -47.7% | +38.3% | -85.9% | -61.7% |
| 1Y | +53.3% | +121.3% | -68.0% | -25.0% |
| All | +53.3% | +123.0% | -69.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling